We spend a lot of time looking at news and politics, so we collect a lot of that sort of stuff. Can’t be avoided, really.
Yes, you have to delete cookies one by one. I really wouldn’t want to erase them all since most websites insist that you sign up before you can do anything there, and I forget my passwords.
In Internet Exploder, you could just go to the cookie folder, lasso a slew of them and delete them en mass.
Firefox hides theirs somewhere so you can’t.